Efficient Methods for Identification of Volterra Filters

dc.citation.bibtexNamearticleen_US
dc.citation.journalTitleSignal Processingen_US
dc.contributor.authorNowak, Robert Daviden_US
dc.contributor.authorVan Veen, Barry D.en_US
dc.contributor.orgDigital Signal Processing (http://dsp.rice.edu/)en_US
dc.date.accessioned2007-10-31T00:56:11Z
dc.date.available2007-10-31T00:56:11Z
dc.date.issued1994en
dc.date.modified2004-11-05en_US
dc.date.submitted2004-01-13en_US
dc.descriptionJournal Paperen_US
dc.description.abstractA major drawback of the truncated Volterra series or "Volterra filter" for system identification is the large number of parameters required by the standard filter structure. The corresponding estimation problem requires the solution of a large system of simultaneous linear equations. Two methods for simplifying the estimation problem are discussed in this paper. First, a Kronecker product structure for the Volterra filter is reviewed. In this approach the inverse of the large correlation matrix is expressed as a Kronecker product of small matrices. Second, a parallel decomposition of the Volterra filter based on uncorrelated, symmetric inputs is introduced. Here the Volterra filter is decomposed into a parallel combination of smaller orthogonal "sub-filters." It is shown that each sub-filter is much smaller than the full Volterra filter and hence the parallel decomposition offers many advantages for estimating the Volterra kernels. Simulations illustrate application of the parallel structure with random and pseudorandom excitations. Input conditions that guarantee the existence of a unique estimate are also reviewed.en_US
dc.description.sponsorshipArmy Research Officeen_US
dc.description.sponsorshipNational Science Foundationen_US
dc.identifier.citationR. D. Nowak and B. D. Van Veen, "Efficient Methods for Identification of Volterra Filters," <i>Signal Processing,</i> 1994.
dc.identifier.doihttp://dx.doi.org/10.1016/0165-1684(94)90157-0en_US
dc.identifier.urihttps://hdl.handle.net/1911/20156
dc.language.isoeng
dc.subjectTemporary*
dc.subject.keywordTemporaryen_US
dc.subject.otherWavelet based Signal/Image Processingen_US
dc.titleEfficient Methods for Identification of Volterra Filtersen_US
dc.typeJournal article
dc.type.dcmiText
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